Universality of free homogeneous sums in every dimension

Abstract

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard semicircular element on a fixed $W^{\ast }$-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem.

References in corpus (5)

• Central limit theorems for sequences of multiple stochastic integrals
• Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos
• Noncentral convergence of multiple integrals
• Fourth Moment Theorem and q-Brownian Chaos
• Invariance principles for homogeneous sums of free random variables

Cited by in corpus (1)

• Berry-Esseen bounds for the multivariate $\mathcal{B}$-free CLT and operator-valued matrices